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Génétique statistique

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Stephan Morgenthaler

Génétique statistique
Stephan Morgenthaler
EPFL FSB IMA
Station 8 - Bât. MA
CH-1015 Lausanne
Suisse
stephan.morgenthaler@epfl.ch

ISBN : 978-2-287-33910-3 Springer Paris Berlin Heidelberg New York

© Springer-Verlag France, Paris, 2008


Imprimé en France

Springer-Verlag France est membre du groupe Springer Science + Business Media

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sans spécification ne signifie pas que ces termes soient libres de la législation sur les marques de fabrique et la
protection des marques et qu’ils puissent être utilisés par chacun.
La maison d’édition décline toute responsabilité quant à l’exactitude des indications de dosage et des modes
d’emploi. Dans chaque cas, il incombe à l’usager de vérifier les informations données par comparaison à la
littérature existante.

Maquette de couverture : Jean-François Montmarché


Collection
Statistique et probabilités appliquées
dirigée par Yadolah Dodge
Professeur Honoraire
Université de Neuchâtel
Suisse
yadolah.dodge@unine.ch

Comité éditorial :
Christian Genest Stephan Morgenthaler
Département de Mathématiques École Polytechnique Fédérale
et de statistique de Lausanne
Université Laval Département des Mathématiques
Québec GIK 7P4 1015 Lausanne
Canada Suisse

Marc Hallin Gilbert Saporta


Université libre de Bruxelles Conservatoire national
Campus de la Plaine CP 210 des arts et métiers
1050 Bruxelles 292, rue Saint-Martin
Belgique 75141 Paris Cedex 3
France
Ludovic Lebart
École Nationale Supérieure
des Télécommunications
46, rue Barrault
75634 Paris Cedex 13
France

Dans la même collection :


– Statistique. La théorie et ses applications
Michel Lejeune, avril 2004
– Le choix bayésien. Principes et pratique
Christian P. Robert, novembre 2005
– Maîtriser l’aléatoire. Exercices résolus de probabilités et statistique
Eva Cantoni, Philippe Huber, Elvezio Ronchetti, novembre 2006
– Régression. Théorie et applications
Pierre-André Cornillon, Éric Matzner-Løber, janvier 2007
– Le raisonnement bayésien. Modélisation et inférence
Éric Parent, Jacques Bernier, juillet 2007
– Premiers pas en simulation
Yadolah Dodge, Giuseppe Melfi, juin 2008
Avant-propos
Ce court recueil procède à une revue de diverses méthodes statistiques ap-
plicables à la génétique. Cette seconde science nous permet, mieux que nulle
autre, de faire connaissance de la pensée probabiliste. Dans l'histoire de la sta-
tistique, la génétique a souvent été à l'origine d'idées nouvelles importantes.
Nous livrons ici aux lecteurs dotés d'une formation mathématique quelques
exemples tirés de cette discipline biologique dont les concepts sont dénis au
fur et à mesure de leur introduction. Aucune connaissance biologique préalable
n'est donc nécessaire à la lecture de cet ouvrage.
Les lecteurs biologistes pourront eux aussi découvrir des modèles statis-
tiques dans un contexte familier, mais il leur faudra posséder un certain niveau
de connaissances mathématiques, ou faire preuve d'une réelle assiduité.
Les questions traitées dans les pages qui suivent constituent une sélection
personnelle et ne prétendent pas à l'exhaustivité. Nous avons notamment laissé
de côté l'analyse des données d'expressions géniques ( microarray ). De nom-
breux livres récents expliquent ce sujet de manière détaillée.
Cet ouvrage se fonde sur un cours de master (troisième ou quatrième année
universitaire) que j'ai donné plusieurs fois à l'École polytechnique fédérale de
Lausanne et à des étudiants en mathématiques, en informatique et en bio-
informatique.
Les exercices à la n des chapitres ont été élaborés par Andrei Zenide,
Sandro Gsteiger, Sahar Hosseinian et Jean-Marc Nicoletti.

Lausanne, le 15 avril 2008


Stephan Morgenthaler

  

Avant-propos vii
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2 2
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S(t) = P (T > t)
= P (T1 > t, . . . , Tn > t)
= P (T1 > t)N
= e−N λt .

8               
    Ti         (  
  
+ Tia  Tib        
    !   (
 
   
 
Ti = max Tia , Tib .

5         Tia  Tib            
          
Fi (t) = P (Ti ≤ t)
= P (Tia ≤ t, Tib ≤ t)
= P (Tia ≤ t)P (Tib ≤ t)
= (1 − e−λt )2 .

8       


 
Si (t) = 1 − Fi (t) = 1 − (1 − e−λt )2 = 2e−λt − e−2λt = e−λt 2 − e−λt .

8       λ         


       e−λt = 1 − λt + λ2 t2 /2 + o(λ2 t2 ) 5    
                 
Si (t) = P (Ti > t) = (1 + λt − λ2 t2 /2)e−λt 
!         N     
 N               
N 2 2
S(t) = (Si (t)) = e−N λt (1 + λt − λ2 t2 /2)N = e−N λt+N ln(1+λt−λ t /2)
.

5       


ln(1 + x) = x − x2 /2 + o(x2 ),
04 ,  

       A


2 2
t /2−N λ2 t2 /2
S(t) = e−N λt eN λt−N λ
2 2
= e−N λ t
,

      o(λ2 t2 ) C    Ti      @


d
              L − dt ln(S(t)) =
2
2N λ t

*+

 (  T 

  
 
#   
T   


;
    
 


 

S(t) = P (T > t) = exp (−(t/b)m ) m > 0, b > 0 .

8  
b
  


  


  A- G  


 #
8  


 − dtd ln(S(t)) = mtm−1 /(bm )#
+  
             @ 
m = 2 !     
 1/2
1 1
.
λ N
1
!    
          λN    
  

    ! m "   
  

   
         m     
     λ           

 +               
1 −→ 2 −→ · · · −→ m         Ij (t)
     #      0 ( j     
Mj (t) = E(Ij (t)) 5    $29'       A

S(t + dt) = S(t) (1 − Mm−1 (t)λdt + o(dt))

S(t + dt) − S(t) o(dt)


− = Mm−1 (t)λ + .
S(t)dt dt
5        

t
λ(t) = λMm−1 (t)  S(t) = exp −λ Mm−1 (u)du . $24'
0
  2  
 0=

! #     Ij    +    Ij (t+dt)
Ij (t)  #      dt   + Ij (t + dt) = Ij (t) + 1
 Ij (t + dt) = Ij (t) !   Mj (t)   
Mj (t + dt) = E (Ij (t + dt))
= E (E (λIj−1 (t)dt (Ij (t) + 1) + (1 − λIj−1 (t)dt) Ij (t) + o(dt)))
= λMj−1 (t)dt + Mj (t) + o(dt).

<   


Mj′ (t) = λMj−1 (t)

t
Mj (t) = λ Mj−1 (u)dt. $2='
0

[                 


     M0 (t) = N  !   #
      Mj (t) =
λj N tj /(j!)               A

λ(t) = λm N tm−1 /(m − 1)!  S(t) = exp (−λm N tm /m!) .

! 
         U      
        L 5         
     L A
ln(λ(t)) = (m − 1) ln(t) +   . $203'
8   
            
             L   
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#
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    λ(t) $200'       (m!) !  
   
λ(t) = mN λm tm−1  S(t) = exp (−N λm tm ) = e−Mm (t) . $200'
      O      
23 ,  

● ●
8

● ●


7


6


5


4


3

20 30 40 50 60 70 80

       $  #     (

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#  

C  
     
        
      + λ1 , λ2 , . . . , λm    <   
     

λ(t) = mN λ1 · · · λm tm−1 .

!  26   O       m

#    !  "    




[         N   #  ++ ! 


  τ               
+ → −     p  
 +   

A(k) = {   − −   


 k #    }.
  2  
 20
0.8

1.0
m=7
0.6

0.8
m=1
0.4

0.6
m=1
0.2

0.4
m=7
0.0

0.2
0 20 40 60 80 100 0 20 40 60 80 100

m=7 m=7
0.020

0.08

m=1
0.010

0.04

m=1
0.000

0.00

0 20 40 60 80 100 0 20 40 60 80 100

 6  
 
 
 
      "
7     
 S(t) = e−N λ t 7   
      
m m


 
.
 

 m = 1, 2, 5  8 




N = 107  λ = 1, 6 × 10−9 7 4 × 10−6 7 97 3 × 10−4  1 × 10−3 

!      S(k) = P (A(k)) 8      
    U# +−       + 
   U#  
 k # I(k) 8   
p  #   
   N        
U# +−            
  (I(k) − I(k − 1) ∼ B(N, 2p)   #     
         !   2        
 
 5        U#  
22 ,  

    A(k)            A


P (A(k)|I(i),  i = 1, . . . , k − 1)
= (1 − p)(k−1)I(1) (1 − p)(k−2)(I(2)−I(1)) × · · · × $202'
(1 − p)I(k−1)−I(k−2) ,
               (   
   I(1)  U#     #  
   (k − 1) #           
  G      e #    (k − i)
#       !    
  
 p    
  (        ! 
  E(P (A(k)|I(i),  i = 1, . . . , k −1)        
*+

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"
  

 


N = {0, 1, 2, . . .}# 8  


X
φX (u) = E(u ) = P (X = i)ui
i=0

 
   
#
8     (I(k) − I(k − 1))       A
"" (  

  
 
X ∼ B(N, 2p)#   
 

 F X N
φX (u) = E(u ) = (1 − 2p + u 2p) .


# !         
N 

X N
E(u ) = (2p)l ul (1 − 2p)N −l
l
l=0
= (1 − 2p + u 2p)N .

[         S(k)   A


S(k) = E(P (A(k) | I(i), i = 1, . . . , k − 1))
= φX ((1 − p)(k−1) ) × φX ((1 − p)(k−2) ) × · · · × φX (1 − p)
= (1 − 2p + 2p(1 − p)k−1 )N × · · · × (1 − 2p + 2p(1 − p))N

= (1 − 2p + 2p(1 − p)k−1 ) × (1 − 2p + 2p(1 − p)k−2 ) × · · ·
N
×(1 − 2p + 2p(1 − p)) .

8 p             (1−2p+2p(1−p)j ) =


(1 − 2p + 2p(1 − jp)) + o(p2 ) = 1 − 2jp2 + o(p2 )  j = 1, . . . , k − 1 + 
  2  
 26

               p3 , p4  
 
N
S(k) = (1 − 2(k − 1)p2 )(1 − 2(k − 2)p2 ) · · · (1 − 2p2 )
N
= 1 − 2p2 ((k − 1) + (k − 2) + · · · + 1)
= 1 − p2 k(k − 1)N.

!        #       


S(k) − S(k + 1) S(k + 1)
h(k) = =1−
S(k) S(k)
2
1 − p k(k + 1)N
= 1−
1 − p2 k(k − 1)N
  
= 1 − 1 − p2 k(k + 1)N 1 + p2 k(k − 1)N
= N p2 (k(k + 1) − k(k − 1)) = 2N kp2 .

             p3  p4  
          1/(1 − x) = 1 + x + o(x)
5      L t = k/τ   ht = 1 − S(tτ S(tτ )  <  
+τ )

 
ht = 2N (pτ )2 t + N p2 τ (τ − 1), $206'
    G   $2:'

      

!                 


  
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     ( L t Iinit (t)      8

t
Iinit (t) ∼ P λinit (u)du
0
λinit (t) = mN λm tm−1 = mN (τ p)m tm−1 = cinit tm−1 $ 2= 203'

!            8  




         
    
       
        
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2        b ;
0       d = 1 − b.

         d = 1 − b    
 b + b > 1/2          2b > 1
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1 C(1) = F01 C(2) = F11 + F12 + · · · + F1C(1) 
Y Fij          j e   ie    C
                
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!          
φF (u) = (1 − b)u0 + bu2 = (1 − b) + bu2 ,

 # "   2 5   G        


C(1) φC(1) (u) = φF (u) 5      C(2)  

φC(2) (u) = E(uC(2) )


= E(E(uC(2) | C(1)))
= E(E(uF11 +···+F1C(1) | C(1)))
= E(φF (u)C(1) ) $ F11 , F12 , . . .     '
= φF (φF (u))
= (1 − b) + bφF (u)2 = (1 − b) + b(1 − b + bu2 )2
= (1 − b) + b(1 − b)2 + 2b2 (1 − b)u2 + b3 u4

 # "   ;    


        A
,

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!  
 

 







 



 

 
 
   1 − b



 
 
   b'     
 




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! )    k

φC(k) (u) = φC(k−1) (φF (u)) = φF (φF (φF (· · · (φF (u)) · · · ))), $20;'
K φF (u) = 1 − b + bu2 '
   k 
  φF #
  2  
 2:

M                 
          !   22    φX (u = 0) =
P (X = 0) )        u = 0      
         U <   
pk = P (C(k) = 0) = φF (φF (· · · (φF (0)) · · · ))


P (C(k + 1) = 0) = pk+1 = φF (pk ).

     k → ∞ pk       p    


  φF (u)         φF (p) = p
+ φ′F (1) ≤ 1      p = 1       
    0 + φ′F (1) > 1       p < 1 
    φ′F (1) = 2b > 1⇐⇒ b > 1/2  (1 − b) + bp2 = p  
  p = 1  (1 − 1 − 4b(1 − b))/(2b) = (1 − (2b − 1))/2b =
(1 − b)/b = δ/b
C              22 5   
             X   
 φ′X (1) 


φ′X (u) = i · P (X = i)ui−1 .
i=1

     
E(C(1)) = φ′F (1) = 2b, E(C(2)) = φ′F (φF (1))φ′F (1) = (2b)2

    E(C(k)) = (2b)k  !       Z      


     #  
(2b)k ≥ 2 ⇐⇒ k ≥ ln(2)/ ln(2b)

   !  22     

#  


     
  

!      I         G


         A

⎨ C(x) +1,   C(x)βdx + o(dx)
C(x + dx) = C(x) −1,   C(x)δdx + o(dx)

C(x),   
Y C(x)             x ! 

β > 0       δ > 0      7 
24 ,  

0.    .   ..  


 
  

  
       .  

 




.    =

       


b         
3131 332 :3
3103 33; 61
3101 339 2;
3123 33:9 04
3113 304 4
3933 366 ;

     G  


     x = 0 Q    
        !    C(x) 

E(C(x + dx)) = E (C(x) + 1) C(x)βdx + (C(x) − 1) C(x)δdx

+ C(x)(1 − C(x)βdx − C(x)δdx) + o(dx)
= E(C(x)) + (β − δ) E(C(x)) dx + 0(dx).

5           A

d
E(C(x)) = (β − δ) E(C(x)) =⇒ E(C(x)) = e(β−δ)x .
dx
5     [0, x]  [0, dx] ∪ (dx, x]       
            + p(x) = P (C(x) = 0) 
        L x C 

p(x) = p(x − dx) [1 − (β + δ)dx] + βdxp(x − dx)2 + δ,

     [0, dx]           
        +        "  
  L x  p(x−dx)     dx  "      
    p(x−dx)2            
+          "     L x 
0
!     

p′ (x) = βp(x)2 − (β + δ)p(x) + δ.

!  π = limx→∞ p(x)   

βπ 2 − (β + δ)π + δ
  2  
 2=

  
β+δ± (β + δ)2 − 4βδ
π= .

!      π = 1  π = δ/β  + β > δ
P (C(x) = 0) −−−−→ δ/β.
x→∞

!  #   "           


     
   
    β  δ          
   8        
  
    
β −→ b = β/(β + δ)
δ −→ d = δ/(β + δ). $201'
C 
lim P (C(x) = 0) = δ/β = d/b,
x→∞

            $201'


8      "     
    
      
E[C(x)] = e(β−δ)x  E[C(k)] = (2b)k

              x = k/τ  C 


E[C(k)] = (2b)xτ = eln(2b)xτ .

8  d = 1 − b 2b = 1 − (d − b)  ln(2b) = ln(1 − (d − b)) = (b − d) +


O((b − d)2 )   


E[C(k)] ≈ e(b−d)xτ
= e(β−δ)xτ /(β+δ) .

             


     β+δ =
τ
!   τ      #    1/(β + δ)   
#                  
 
% & 
      
   
  

!             


                 
63 ,  

               
     1 − r            
       r > 0 !  r     

   
   


+    i            


   Z       dx A

P                 


 rβdx + o(dx) Q
P         (1 − r)βdx + o(dx) Q
P          G   δdx+o(dx) Q
P                (1 −
(β + δ)dx) + o(dx)
            

-%" ( 8
 

 
  %  
 


  
"

  !

β > 0
 !
    δ < β 

 


 
    0 < r < 1
 

 




# (  

  
 





 x = 0'
    Sclone (x)  %  


%  ) %   


 x  F
 
(Cρ1 /(ρ2 + Cρ1 ) 1 − e−∆x + e−∆x
Sclone (x) =
(C/(C + 1) (1 − e−∆x ) + e−∆x




0<∆= (β − δ)2 + 4rβδ, −1 < C = −(ρ2 + (1 − r)β)/(ρ1 + (1 − r)β),

ρ1 = (−β − δ + ∆)/2, ρ2 = (−β − δ − ∆)/2.

$     !        [0, x] = [0, dx] ∪ (dx, x]
    [0, dx]             
    (dx, x]           
  <   
  2  
 60

Sclone (x) = (rβ dx + o(dx)) × 0



  
     
   Z   
     
      x
2
+ ((1 − r) β dx + o(dx)) × (Sclone (x − dx))
     
       
       
dx     
     
    dx
 x
+ (δ dx + o(dx)) × 1

  
        
          
(    
  
+ (1 − (β + δ)dx + o(dx)) × Sclone (x − dx)
     
       
         
    
dx  x

Sclone − Sclone (x − dx) o(dx) 2
⇐⇒ = (1 − r) β + Sclone (x − dxR)
 dx  dx

o(dx) o(dx)
+ δ+ − (β + δ) + Sclone (x − dx).
dx dx

5      dx → 0    A



Sclone 2
(x) = (1 − r) β Sclone (x) − (β + δ) Sclone (x) + δ . $209'
+ r < 1      O   #  >    
  G      A
Sclone (x) = −w′ (x)/[w(x)(1 − r) β]

′ −w′′ (x) (w′ (x))2
Sclone (x) = + .
w(x)(1 − r) β w(x)2 (1 − r) β
62 ,  

!    A

−w′′ (x) (w′ (x))2 w′ (x)2 (β + δ)w′ (x)


+ 2
= 2
+ + δ,
w(x)(1 − r) β w(x) (1 − r) β w(x) (1 − r) β w(x)(1 − r)β
  
w′′ + (β + δ)w′ + (1 − r)β δ w = 0,
       2 R     !   
 
  A
w(x) = B1 eρ1 x + B2 eρ2 x ,
Y ρi      

ρ2 + (β + δ) ρ + (1 − r) β δ = 0

 B1  B2         !      


  

∆2 = (β + δ)2 − 4βδ(1 − r) = (β − δ)2 + 4rβδ .

+ ∆ > 0          ρ1 = (−β − δ + ∆)/2 


ρ2 = (−β − δ − ∆)/2 < ρ1  !     $209'    
−B1 ρ1 exp(ρ1 x) − B2 ρ2 exp(ρ2 x)
Sclone (x) = . $20:'
(B1 exp(ρ1 x) + B2 exp(ρ2 x)) (1 − r)β
!   r (   "     + r = 0      ρ1 =
−δ > ρ2 = −β       $20:'       
Sclone (0) = 1  Sclone (x) ≡ 1 + r = 1      ρ1 = 0 > ρ2 =
−(β + δ)      $209'     O    
0              Sclone (x) = (δ +
β exp(−(β + δ)x))/(β + δ)         x → ∞ 
       M       
   
    
+ 0 < r < 1  R  B1  B2         
      5         
exp(−ρ1 x)/B2  $20:'  
−Cρ1 − ρ2 exp(−∆x)
Sclone (x) =
(C + exp(−∆x))(1 − r)β
−Cρ1 (1 − exp(−∆x)) − (ρ2 + Cρ1 ) exp(−∆x)
= ,
C(1 − r)β(1 − exp(−∆x)) + (C + 1)(1 − r)β exp(−∆x)
Y C = B1 /B2  ! 
          x → 0
 x → ∞ !            −(ρ2 + Cρ1 ) =
(C + 1)(1 − r)β     C = −(ρ2 + (1 − r)β)/(ρ1 + (1 − r)β) 5  
   −(ρ2 + Cρ1 )       (C + 1)(1 − r)β  
     

  2  
 66

!   x → ∞  Sclone (x)   (C + 1)ρ1 /(ρ2 + Cρ1 )  


   1 − limx→∞ Sclone (x) = −∆/(ρ2 + Cρ1 )    
             
!        
       
       3×10−6     <      
   r   
   G  8    r
        R    r = 0  
C       A
 
rβδ/(β − δ)2 1 − e−(β−δ)x + e−(β−δ)x
Sclone (x) ≈   .
rβ 2 /(β − δ)2 1 − e−(β−δ)x + e−(β−δ)x
+ r  
  U             
δ/β                   
!  29             
     
    ! 
 β  δ   
  (β = 1, 15, δ = 1, 00) (β = 9, 2, δ = 8)  (β = 8, 15, δ = 8, 00)
!         0E001\4E=2\34: ! O  β − δ
         5       
   
               !
 β + δ       +       
   
     β − δ          
          5       
    
'  (
 
 



                 


               
          A

S (t) = P    N        

    L t .
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N 

    
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!  
9 >"
2#.: 
  
 

Sclone (x)'



!
! ,

 
  
 
 # 8

 ! %

  5


t
Scancer (t) = exp − λinit (u) (1 − Sclone (t − u)) du .
0

$                 (k − 1)t/K 


kt/K  1 ≤ k ≤ K  !         
       
λinit (kt/K) t/K + o(1/K).
6; ,  

1.00

β=8.15,δδ=8.00
0.98
0.96
0.94

β=1.15,δδ=1.00
0.92

β=9.2,δδ=8.0
0.90
0.88

0 10 20 30 40 50 60 70

a^ge x de l'expansion clonale

 >  

.
 Sclone (x)  
- 
  β 
δ   r = 3 × 10−6 
   





!              


    kt/K  t 

Sclone [(K − k) t/K].


!           (       
                 
  !  Scancer (t)       

K
    
 kt t 1 (K − k)t
λinit +o Sclone +
K K K K
k=1
   
kt t 1
1 − λinit +o ,
K K K
  2  
 61

Y                   A
              !
 Y            
  o(1/K)     Scancer (t)    
   A
 K        
 kt t 1 (K − k)t
exp ln 1 − λinit +o 1 − Sclone .
K K K K
k=1

C             ln(1 − h) =


−h + o(h)  h 
  U         

ln(1 − (λinit (kt/K) t/K + o(1/K)) = −(λinit (kt/K) t/K + o(1/K)).

B               >   


  K → ∞     

t
− λinit (u) (1 − Sclone (t − u)) du ,
0

    


!                 
  

t
d d
λcancer (t) = − ln Scancer (t) = λinit (u) (1 − Sclone (t − u)) du .
dt dt 0

M     


  

t
λcancer (t) = λinit (u)fclone (t − u)du .
0

Y fclone (x) = −d/dxSclone (x)            
                 
      


  


! 
    
          
      !           
  
           M
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U   
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     S        U    
           8    
  
     
   
       
 
    #  O    
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    + F > 0         
λ
   (t)            
!        

λ
 (t) = λ (t) + λ
   (t),

               

λ   (t) = λ
   (t).

!      λ (t)         +
                    
                 
   [       F      
 L              
  !                
  2  
 6:

  

λ (t) =
      

      
=
      
       
×
       
      
  
=
       × λ (t).
5               
  
  
t
F exp − 0 λ
 (u) du
     .
t t
F exp − 0 λ
 (u) du + (1 − F ) exp − 0 λ   (u) du

!   λ
   (t)            
     
  
t
F exp − 0 λ (u) du
λ  (t) = λ    .
t
F exp − 0 λ (u) du + (1 − F )

!       λ  (t)  O     λ (t)  
     L t    #        
?        
         
8            / 
 # 233;
# )   * !    
C               
+       % G  &       
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'                
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 U#
5             
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  #   A

  
   
+− ++ ++  +−   0E2 0E2
+− +− ++ +−  −−   0E; 0E2 0E;
+− −− +−  −−   0E2 0E2
64 ,  

!       U#   

P++ · 1/2 + P+− · 1/2 + P−− · 1/2 = 1/2 .

!      
        
 
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 × 
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+−×+− P+− P+− 1/2
−−×++ P−− P++ 1
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−−×+− P−− P+− 1/2
+−×++ P+− P++ 1/2
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<   

P $
 +−     +−'
P (
 + − |    + −) ==
P $   +−'
1/2 · P+− P+− + 1/2 P++ P+− + 1/2 P−− P+−
=
1/2 P+− P+− + P−− P++ · 2 + P++ P+− + P−− P+−
P+− 1
= 1/2 = ,
P+− + 2P−− P++ − 1/2P+− P+− 2

Y        P++ + P+− + P−− = 1  P++ = p2+ , P+− =
2p+ p− , P−− = p2−     - # @  $   6'
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 F = 50 %                 
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0 + T ≥ 0        / U       


           T  F (t) =
P (T ≤ t) A
$'    f (t)  T 
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1
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$ '          r(t) = E[T − t|T ≥ t] 


Indication :       T     E[T ] =
∞
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2 +                 
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6 U      S(t)       h(t)   
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β

; +  λ                


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9 $' +        $    '  
             
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+ nB ln(pB ) + nO ln(pO ) .

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98/1002 = 0.039#
  
 
   

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+ x ln p2− + (n − x) ln 1 − p2− .

8
 



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2p− (n−x)
ℓ′ (p− ) = 2x
p− − 1−p2−
2(n−x) (2p− )2 (n−x)
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2 − 1−p2−
− (1−p2− )2
.

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ℓ(pM ) =  
+ 2 × 1101 ln(pM ) + 1496 ln(pM ) + 1496 ln(1 − pM )
+2 × 503 ln(1 − pM )
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pM − 2×503+1496
1−pM
ℓ′′ (pM ) = − 2×1101+1496
p2M
2×503+1496
− (1−pM )2 .

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1; ,  

=    
 
 



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S = 2 1101 ln
(1101 + 1496/2)2 /n

1496
+ 1496 ln
(1101 + 1496/2)(503 + 1496/2)/n

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V (p1 , . . . , pk ) ∝ pn1 1 pn2 2 · · · pnk k
ℓ(p1 , . . . , pk ) =    + n1 ln(p1 ) + · · · + nk ln(pk ).

!          # 


     
 
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S = 2 [n1 ln(p̂1 /p10 ) + · · · + n1 ln(p̂k /pk0 )] ,

 p̂i = ni /(n1 + · · · + nk ) = ni /n 5        


(     i  # 
   Ei = (n1 + · · · + nk )pi0 =
npi0     A

S = 2 O1 ln(O1 /E1 ) + · · · + Ok ln(Ôk /Ek ) $66'
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    pA + pB + pO = 1     


V (pA , pB , pO ) = P (nA , nAB , nB , nO |pA , pB , pO ) .
+    - #@          
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V (pA , pB , pO ) ∝ 2pA pO + p2A (2pA pB ) AB p2B + 2pB pO pO ,
        (n!)/ [(nA !)(nAB !)(nB !)(nO !)] 8  
    A
ℓ(pA , pA , pO ) =    + nA ln(2pA pO + p2A ) + nAB ln(2pA pB )
+ nB ln(2pB pO + p2B ) + 2nO ln(pO ) .
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5/ <                
  
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 x = (mAA , mAO , mBB , mBO , mAB , mOO ) K mK 
 



  
K
 mAA + mAO = nA ' mBB + mBO = nB ' mAB = nAB '

mOO = nO # 8 
 
  
  

 

 F
n!
VX (pA , pB , pO ) = p2mAA (2pA pO )mAO
mAA ! · · · mOO ! A
p2m
B
BB
(2pB pO )mBO (2pA pB )mAB p2m
O
OO

∝ p2m
A
AA +mAO +mAB
p2m
B
BB +mBO +mAB mAO +mBO +2mOO
pO .
8 
 

 F
ln(VX (pA , pB , pO )) =  
+ (2mAA + 2mAB + mAO ) ln(pA )+
(2mBB + mAB + mBO ) ln(pB ) + (mAO + mBO + 2mOO ) ln(pO ). $6;'
19 ,  

$ 

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)  
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2mAA + mAO + mAB
pA =
2n
2mBB + mBO + mAB
pB = $61'
2n
mAO + mBO + 2mOO
pO = .
2n
!   Y  5/     G    
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     x            
         y       θ  

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 !
 θ   
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     7       

Y → (Y, Z) = X
  →    

  fX (x | θ)      #  fY (y | θ) 8  


      x   
      J 

ℓX (θ) = ln(VX (θ)) = ln(fX (x | θ))

     

Q(θ|η) = E (ln (fX (X | θ)) |Y = y , θ = η) = E (ℓX (θ)|Y = y , θ = η) .

!               X   


 Y = y 
!       ℓY (θ)   5/ #  
 #   Q(θ|η) !          θ0  θ1 
θ2 , . . .     θ

'&" ( $ %


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 9-#N: 

 

2mAA + 2mAB +
mAO = nA + 2nAB + mAA '
2mBB + mAB + mBO = nB + 2nAB + mBB '

mAO + mBO + 2mOO = (nA − mAA ) + (nB − mBB ) + 2nO #    


 %


  

Q(pA , pB , pO |pA = piA , pB = piB , pO = piO )'   O 

 



 E(mAA |Y = yobs , pA = piA , pB = piB , pO = piO )

E(mBB |Y = yobs , pA = piA , pB = piB , pO = piO )# 3
 
  
'  mAA
  6 /       1:


 
%  
 
  A   
 
 

   
  


(pi )2
mAA ∼ B nA , i 2 A i i
(pA ) + 2pA pO


E
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(piB )2
mBB ∼ B nB , .
(piB )2 + 2piB piO

8


     
  
 )
  (piA )2
E mAA | Y = yobs , pA = piA , pB = piB , pO = piO = nA ·
(piA )2+ 2piA piO
  (piB )2
E mBB | Y = yobs , pA = piA , pB = piB , pO = piO = nB · .
(piB )2 + 2piB piO

(     
 
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        fX|Y (x | θi , y )
5 ' ` / Q(θ | θi )    θ   θi+1 =  Q(θ | θi )
5 ' ` 7     (θi+1 − θi ≈ 0) +  G   
i = i + 1      _5/0`

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-#.
 
  


 

mAA + mAO = nA = 724


mAB = nAB = 20
mBB + mBO = nB = 110
mOO = nO = 723
14 ,  


 n = 724 + 20 + 110 + 763 = 1 617 #   


    

p0A = p0B = p0O = 1/3 '


   


mAA

mBB  F
  1/9
E mAA | Y = yobs , θ0 = 724 = 241
1/9 + 2/9
  1/9
E mBB | Y = yobs , θ0 = 110 = 36 32 .
1/9 + 2/9

@
 9-#/:   
   θ1 = (p1A , p1B , p1O ) F
2 × 241 + (724 − 241) + 20
p1A = = 0, 30
2 × 1 617
2 × 36, 667 + (110 − 36, 667) + 20
p1B = = 0, 05
2 × 1 617
p1O = 1 − p1A − p1B = 0, 65.

( 
'  
 



   



 
# 8  



    



 

  
 pA = 0, 266' pB = 0, 041'
pO = 0, 693#

% &    . 

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VY (θi+1 ) ≥ VY (θi ).

$   # + fY (y | θ)          fX (x | θ)


      8  θ  
Q(θ | θi ) − ln(VY (θ)) = 5 %[ln(fX (X | θ))| Y = y , θ = θi ))]&− ln(fY (y | θ))
fX (X | θ) 
= 5 ln  Y = y , θ = θi
fY (y | θ) 
%   &
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≤ 5 ln

 Y = y , θ = θi
fY (y | θi ) 
= 5 [ln fX (X | θi ) − ln fY (y | θi ) | Y = y , θi ]
= Q(θi | θi ) − ln VY (θi ). $69'
           θ = θi+1  <   
ln VY (θi+1 ) ≥ Q(θi+1 | θi ) − Q(θi | θi ) + ln VY (θi ) ≥ ln VY (θi ) ,
  6 /       1=

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fX (X | θ) 
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!          


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           X    Y = y 
!  $69'     

 
ln fX|Y (x|Y = y , θ) fX|Y (x|Y = y , θi )dx ≤

 
ln fX|Y (x|Y = y , θi ) fX|Y (x|Y = y , θi )dx ,

 


fX|Y (x|Y = y , θ)
− ln fX|Y (x|Y = y , θi ) dx ≥ 0 .
fX|Y (x|Y = y , θi )

+             .   8 
− ln(u)     u


fX|Y (x|Y = y , θ)
− ln fX|Y (x|Y = y , θi ) dx ≥
fX|Y (x|Y = y , θi )


fX|Y (x|Y = y , θ)
− ln fX|Y (x|Y = y , θi ) dx = 0
fX|Y (x|Y = y , θi )

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= D(pA (pB + pb ) + pa (pb + pB ))


= D.
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0.5

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0 50 100 150
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= HAb + rD, HaB = HaB + rD

*+

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4 C  
  
 $   G '  

  A a B  b +  HAB n
 HAb
n
 HaB
n
 Habn   
 #       n  C   
n n n n
HAB + HAb + HaB + Hab = 1.

+  pA  pa  pB  pb     


 A a B  b   r 
    
$'  U            # 
       #  U  
 
     
$'  U  0 
n n−1
Hab = Hab − rDn−1 ,

Y Dn = HAB n n
Hab − HAbn n
HaB  C   Dn   
              
  n  Dn = 0 
$' !     
n
Hab = pa pb + Dn .

MU       Dn     D0 


r
$ ' 5U     Dn  O    r    
D0 > 0 
= + F       C    $PAA , PAa , Paa '  
        #  AA , Aa , aa   $pA '   
 
 A  !            
$'  U     PAA  U# 
PAA = pA − pA (1 − pA )(1 − F ).

 U  PAA    


 PAA = p2A + pA (1 − pA )F 
 PAA = F pA + p2A (1 − F ) 
$'  U        U Ft 
   Ft−1  Y   t      
$'  U     1 − Ft 
$ ' X  U  F0 = 0 W
  6 /       :1

03   U       

$<' $<<'
   
 
D  
D
@ @
 @   @
 
  

@
   @
5
 
B 5
 
B
@
@ @
@
,

,


Y                  
 
      C    FA   
U# $     <D'    FB   D 
$' U   U# FG     
$<' 
$' U   U# FG     
$<<' 
$' ! $<'           +  
 FA = FB = 0  + q = 0, 01     
 
a               U 
 G        ,       
        G  

     
       
   
!  
        H    
                 
             

                 
   
     #    
  

  

!               !   
   
       O   A
P             Q
P          Q
P   V  #          MF 
 Q
P             
 Q 
!             !   
      3, 2 × 109   7  , $ 
90' 7   G           
   O    < #     
9 9 9
43×10 = 100,6×3×10 = 102,4×10
  O  [  (      !  
                 
:4 ,  

! 
   
           
     #      %  & +  

                 
               
        
!  !
   
         
µ = P { 
   
 
O    
    }.
       N       
   
                 
  µ 8          
  
   
  µ/2          
µ = 10−5     G  O U 

#    45 non-deleterious 67


C        O  + 
 
       O          
             
 
   
 
 $+  −' !
 +  
  $% D  
&'  
     
 !
 −        
 
     
       
  
+          µ A
µ
+−
→ −.

+ p+ (t)          


 +   
 t ! #               
               C
    
   A
p+ (t + 1) = (1 − µ) p+ (t).

+    
p+ (t + k) = p+ (t)(1 − µ)k = p+ (t) exp(k ln(1 − µ)) ≈ p+ (t) exp(−kµ).

       


       
  $%    &'   Y  G     
   
      
    )      
                 
       O        
   7             03 333 !
 ;0    p+ (t)
  ;         :=

1.00
fréquence de l'allèle + en fonction de la génération

0.98

0.96

0.94

0.92

0 2000 4000 6000 8000 10000

génération

 9   .      p+     .


   

 µ = 10−5  E
# t = 10 000   
7   
p+ (t) = 1 − µ t 
 
. 5   


   // /// 

 / ///   


+  (  


µ
+ −
→ −,

ν−
        
p+ (t + 1) = (1 − µ)p+ (t) + (1 − p+ (t))ν.

! t → ∞         


p∞ ∞ ∞
+ = (1 − µ) p+ + (1 − p+ )ν

p∞
+ (1 − 1 + µ + ν) = ν
ν
p∞
+ = .
ν+µ
43 ,  

[       


       G 

(p+ (t + 1) − p∞ ∞
+ ) = (1 − µ − ν)(p+ (t) − p+ )

 (1 − µ − ν)  
   0

#    ,   
 45 recessive de-
leterious 67
< 
  −             
#  −−                 

  +  
  − 8    
    #    U# (  " +    t 
   
 −  p− (t)   #        
P++ (t) = (1 − p− (t))2  P+− (t) = 2p− (t) (1 − p− (t)) !     # 
−−       P−− (t) = (p− (t))2         8 
             ++   

(1 − p− (t))2 1 − p− (t)
=
(1 − p− (t))2 + 2p− (t)(1 − p− (t)) 1 + p− (t)

     U#U +− 

2p− (t)(1 − p− (t)) 2p− (t)


= .
(1 − p− (t))2 + 2p− (t)(1 − p− (t)) 1 + p− (t)

         A



1 − p− (t) p− (t) p− (t) µ + p− (t)
p− (t + 1) = µ · + + = .
1 + p− (t) 1 + p− (t) 1 + p− (t) 1 + p− (t)

!   p∞
−   

µ + p∞
−  2
p∞
− = ⇐⇒ p∞ ∞ ∞
− (1 + p− ) = µ + p− ⇐⇒ p∞
− = µ.
1 + p∞

!                  
       
     (p− (t))2   µ   
    
            +
µ = 10−5      A

p∞
− = 3 × 10
−3
,

          U#   


 
   

P+− = 2 × 3 × 10−3 ≈ 0, 6 %     


  ;         40

#    ,      45     



67
        #  −−  +−         
  p− (t)   µ       P+− (t)   

2µ       

 ,


!             #  
  8         
 #      w            
8  
  
       t    t + 1
           A

PAA (t) = p2A (t) PAA (t + 1) = p2A (t) wAA /w̄(t)


PAa (t) = 2pA (t) pa (t) −→ PAa (t + 1) = 2pA (t) pa (t) wAa /w̄(t)
Paa (t) = p2a (t) Paa (t + 1) = p2a (t) waa /w̄(t)

  t   t + 1

8        t + 1    


w̄(t) = p2A (t) wAA + 2pA (t) pa (t) wAa + p2a (t) waa ,

 5 
 

$   t'
! #    
     A
pA (t + 1) = p2A (t) wAA /w̄(t) + pA (t) pa (t) wAa /w̄(t) , $;0'
  
∆pA (t + 1) = pA (t + 1) − pA (t)
p2A (t) wAA − pA (t) w̄(t) + pA (t) pa (t) wAa
=
w̄(t)
2
p (t)pa (t) wAA − 2pA (t)pa (t) wAa + pA (t) pa (t) wAa − pA (t) p2a (t) waa
2
= A
w̄(t)
pA (t) pa (t) [pA (t)(wAA − wAa ) + pa (t)(wAa − waa )]
= . $;2'
w̄(t)

    
         pA (t) = 1 − pa (t)
! 5 
 
 
 A w̄A (t)        
    
 A 8       
 A 
42 ,  

              pA (t)2  



        #  AA         
2pA (t)pa (t)/2         #  U# !  
     A
pA (t)2 wAA + pA (t) pa (t) wAa
w̄A (t) = = pA (t) wAA + pa (t) wAa .
pA (t)2 + pA (t) pa (t)

5           ∆pA (t + 1) A


pA (t) (w̄A (t) − w̄(t))
∆pA (t + 1) = .
w̄(t)

         


 A      
          #        
 !               
                A
wAA = 1; wAa = 1 − hs  waa = 1 − s,

 s  
O


    aa $ s > 0'  h 

 

$ h ≥ 0'
C               
 ;2
<A h=0A wAA = 1, wAa = 1, waa = 1 − s

 A         
$s = 1       '
<< A h = 1/2 A wAA = 1, wAa = 1 − s/2, waa = 1 − s
O  
           
<<< A h=1 A wAA = 1, wAa = 1 − s, ; waa = 1 − s

 A       
$s = 1         '
          p∞ A = 1 Q 
 A  
 
  
 a         wAA ≥ wAa ≥ waa   
        
∆pA (∞) = 0.

# + ,


+   #   
  
 $% 
  
&'   
 wAa > wAA  wAa > waa (h < 0, s > 0)     A
pA (∞)(wAA − wAa ) + (1 − pA (∞)) (wAa − waa ) = 0.
  ;         46

1.0

h=0
0.8

− 0.5
h=−
0.6
pA

0.4
0.2

h=1
0.0

0 200 400 600 800 1000

générations

 9   . pA (t)  


 - 

  h  
s < 0 (  .7     A 
 
.7 
#  7 

 a  
     C h < 07 
 
 
.

−waa + wAa 1 − sh − 1 + s
pA (∞) = =
−(wAA + waa ) + 2wAa 1 − sh − 1 + s + 1 − sh − 1
1−h 1 + |h|
= = .
1 − 2h 1 + 2|h|
!   
 A   
 a        ∆ pA (∞) = 0
         5       pA (t) = ε
 pA (t) = 1 − ε    pA (t)    pA (∞) = (1 − h)/(1 − 2h)
M  #      % 
 
  
 wAa < wAA  wAa < waa  C    G    
pA (∞)      pA (t) = pa (∞) ± ε      
    
 A   
 a C      
        #          pA  C 
w̄(pA ) = p2A wAA + 2pA (1 − pA ) wAa + (1 − pA )2 waa ,
4; ,  

1.08

1.10
1.06
fitness moyenne

fitness moyenne

1.05
1.04
1.02

1.00
1.00

0.95
0.98

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

pA pA

 96  F  7 


   
  . G # 7  
 


 H 
 #  #      pA ≈ 1 
 

  #
 $



   

. %  
pA (t) = 1 − ε7  
  . 
pA (∞) = 1 )   


   $

  #  


 pA (∞) = 0  
 * # 
! 
     $ %7  
-
 7 


 
pA (∞) = 0 
 

.

            #  $


;6' ! wAa > wAA  wAa > waa        pA (∞)
/  wAa < wAA  wAa < waa  pA (∞)      
      
        
  $A →µ
a)     G   a   !
   $;0'     A
pA (t + 1) = (pA (t)2 wAA /w̄ + pA (t) pa (t) wAa /w̄)(1 − µ).

                


     µ  
 A     a
  ;         41

+ h = 0    #  aa        A


wAA = wAa = 1  waa = 1 − s.

!      A


 
pA (∞)2 + pA (∞) pa (∞) (1 − µ)
pA (∞) =
(pA (∞)2 + 2pA (∞)pa (∞) + pa (∞)2 (1 − s))
⇐⇒
 
pA (∞) pA (∞) + 2pA (∞)(1 − pA (∞)) + (1 − pA (∞))2 (1 − s) = (1−µ)pA (∞)
2

pA (∞)2 (1 − 2 + (1 − s)) + pA (∞)(2 − 2(1 − s)) + (1 − s) − (1 − µ) = 0



s(pA (∞))2 − 2s pA (∞) − µ + s = 0 ⇒ pa (∞) = µ/s.

+    h > 0 $      


 a' 
µ
pa (∞) ∼
= .
hs

# + ,  

M   # 
   #         
     L +
n(t) = (n1 (t), n2 (t), . . . , nk (t))

  #       t = 0, 1, 2, . . .    


L 1, 2, . . . , k 8   #        

     
       A
f1 , f2 , . . . , fk
m1 , m2 , . . . , mk = 1.

!  mi            L i


       i + 1 !   fi    
#            L i    
  i + 1    
    
     
     +  # 
   n(t)  

n(t + 1) = Lk n(t)
Y Lk ∈ R k×k
 
⎛ ⎞
f1 f2 ··· fk−1 fk
⎜ 1 − m1 0 ··· 0 0 ⎟

Lk = ⎜      ⎟
⎟.
⎝      ⎠
0 0 ··· 1 − mk−1 0
49 ,  

! 
    #


n1 (t + 1) = f1 n1 (t) + · · · + fk nk (t)

       #      

ni (t) = (1 − mi−1 )ni−1 (t) (i = 2, . . . , k)

    #          

n(t) = Ltk n(0). $;6'

'&" ( 9+:#  f1 = f2 = 1
m1 = 0'   
   


1 1
L2 =
1 0


 
R 
 n(0) = 10'   

   
 F
    
1 1 2 3 5
n(0) = ; n(1) = ; n(2) = ; n(3) = ; n(4) = ;...
0 1 1 2 3

8  

 

  
%?
2
 F
1, 1, 2, 3, 5, 8, 13, . . . ,


  

+# V  
'    
% 



  
 %   

!  

0 1 1 2 3 5 2
→ → → → → → ··· √ .
1 1 2 3 5 8 1+ 5
3
 %
! 

     


n(t) = Lt2 n(0).

 n(0)
  

 

L2 ' %
 ) 

L2 n(0) = λ n(0),

  n(t) = λt n(0)#  n(0) %


   

 
'
  


!  

 ' 
 λ  
 
     
# $  

!

'
 
 
 5
 F


1−λ
1
1
−λ
= λ2 − λ − 1 = 0

√ √

 λ = 1/2 ± 1/2 5# 8 


 
   

 (1 + 5)/2 =
1, 618#
  ;         4:

!      #  $;6'         
   Lk  !    λ  Lk  
(Lk − λ Ik ) = 0.
8 k = 1 L1 = f1  λ = f1  8 k = 2

L2 =
f1
1 − m1
f2
0
,  (f1 − λ)(−λ) − f2 (1 − m1 ) = 0.

5          


⎛ ⎞
f1 − λ f2 ··· fk−1 fk
⎜ 1 − m1 −λ ··· 0 0 ⎟

Lk − λ Ik = ⎜      ⎟
⎟.
⎝      ⎠
0 0 ··· 1 − mk−1 −λ
C  
 (Lk − λ Ik ) = −λ  (Lk−1 − λ Ik−1 ) −
⎛ ⎞
f1 − λ f2 · · · fk−2 fk
⎜ 1 − m1 −λ · · · 0 0 ⎟
(1 − mk−1 ) ×  ⎜

     ⎟

⎝      ⎠
0 0 ··· 1 − mk−2 0
= −λ (Lk−1 − λ Ik−1 ) + (−1) (1 − mk−1 )(1 − mk−2 ) · · · (1 − m1 )fk .
k−1

   (   (L1 − λ I1 ) = f1 − λ !    


          
(L2 − λ I2 ) = −λ(f1 − λ) − (1 − m1 )f2 = λ2 − λ f1 − (1 − m1 )f2 .
 G
(L3 − λ I3 ) = −λ(λ2 − λ f1 − (1 − m1 )f2 ) + (1 − m1 )(1 − m2 )f3
= −λ3 + λ2 f1 + λ(1 − m1 )f2 + (1 − m1 )(1 − m2 )f3 .
5          
λk − λk−1 f1 − λk−2 (1 − m1 )f2 − λk−3 (1 − m1 )(1 − m2 )f3 − · · ·
−(1 − m1 )(1 − m2 ) · · · (1 − mk−1 )fk . $;;'
!    v = (v1 , . . . , vk )     <   λ v =
Lk v   
λ v1 = f1 v1 + f2 v2 + · · · + fk vk
λ v2 = (1 − m1 )v1
λ v3 = (1 − m2 )v2


λ vk = (1 − mk−1 )vk−1 .
44 ,  

!    #
  A
1 − m1
v2 = v1
λ
1 − m2 (1 − m1 )(1 − m2 )
v3 = v2 = v1
λ λ2


1 − mk−1 (1 − m1 )(1 − m2 ) · · · (1 − mk−1 )
vk = vk−1 = v1 .
λ λk−1
!                 Si+1 =
(1 − m1 ) · · · (1 − mi )         (  
L (i + 1)
M       $;6'         
 T        λT Y λ      
  !    vj           O 
 L <              λ +
  L        $;;'
1 = λ−1 f1 + λ−2 S2 f2 + λ−3 S3 f3 + · · · + λ−k Sk fk
k
= λ−i Si fi
i=1

 G  #      5   λ = em     


         A


1= e−mx S(x) f (x)dx,
0

Y S(x)        f (x)         
  A
$' S(x) = P $              > x' Q
b
$' f (x)  a f (x)dx = P $           L a  b'

+           S  f        


#  L   Z      + 8 (t)    
     t <   A
d8 (t)
= m × 8 (t),
dt

 8 (t) ∝ emt 
  ;         4=

 ) 
 *


!         (     # 

               
 
O        
       
          +       
N       2N 
    - #  @  $ 60'
                
      
    #       
                
   !  ;;           

  @  B          
   

# ,

,
 !"   t + 1
  t   t     N
PAA (t), PAa (t), Paa (t) "
pA (t), pa (t) ! #   
    


 99  
   
  



   
& " 

X          W 8   
               <  
     t = 0, 1, 2, . . .   NA (t)   
 A 
  t [        G   8  N
      
 a  Na (t) = 2N − NA (t)    

 A  pA (t) = NA (t)/(2N )  !  O    
               
 !
  t = 0            NA (0)
     NA (t)  t > 0       
  (NA (t))t≥0          8
   pA (t)    5   NA (t)     NA (t+
1)     M     Q
 !     
NA (t + 1)     NA (t)          A
NA (t + 1)|NA (t) ∼ D  (2N, pA (t)) , $;1'
 NA (t + 1)            
  2N 
=3 ,  

         2N    NA (t)  #  A <   


E (NA (t + 1)|NA (t)) = 2N pA (t) = NA (t)
F (NA (t + 1)|NA (t)) = NA (t)(1 − pA (t)).
+ X  Y           
E(X) = E (E (X|Y ))
F(X) = F (E (X|Y )) + E (F (X|Y )) .
5          NA (t + 1)  NA (t)    
E(NA (t + 1)) = E (NA (t)) $;9'
F(NA (t + 1)) = F (NA (t)) + E (NA (t)(1 − pA (t))) . $;:'
! 
     

   
 A   
                
   
           # 
    
E (NA (t)(1 − pA (t))) = N E (2pA (t)(1 − pA (t))) . $;4'
         pA (t) = 0  pA (t) = 1 !

       

H(t) = 2pA (t)(1 − pA (t)),


              
U#    t + 1         
 
    t   
  A   a 5    
NA (t−1)              E(H(t))
C 
E (H(t)) = E (E (2pA (t)(1 − pA (t))|NA (t − 1)))
       U        
+ X ∼ D  (n, p)    
E(X(n − X)) = nE(X) − E(X 2 ) = nE(X) − (F(X) + E(X)2 )
= n2 p − (np(1 − p) + n2 p2 ) = (n2 − n)p(1 − p) = n(n − 1)p(1 − p).
       $;1'   A
E (NA (t) (2N − NA (t))|NA (t − 1)) = 2N (2N − 1)pA (t − 1)(1 − pA (t − 1)).
5     "      (2N )2       
    A

1
E (H(t)) = 1− E (H(t − 1)))
2N
 t  t
1 1
= 1− H(0) = 1− 2pA (0)(1 − pA (0)) . $;='
2N 2N
  ;         =0

5     $;:'        



1
F(NA (t + 1)) = F (NA (t)) + 1 − 2N N E(H(t − 1))
 t
1
= F (NA (t)) + 1 − N 2pA (0)(1 − pA (0)).
2N

<    A


 t
1
F(NA (t + 1)) = F (NA (t)) + 1−
2N
N H(0)
 t−1  t 
1 1
= F (NA (t − 1)) + N H(0) 1− + 1−
2N 2N
 0  t 
1 1
= F (NA (0)) + N H(0) 1− + ··· + 1 −
2N 2N
1 − (1 − 1/(2N ))t+1
= 2N pA (0)(1 − pA (0)) .
1/(2N )

!        t = 0     (2N )2 pA (0)−(2N )2 pA (0)2 


              
$;='              
  
       !   pA (t)2 +(1−pA (t))2  
    
           
t     O      
  1 − H(t)
! $;='    U#       N 
   V    
  @B  
 U  t → ∞            
   U# 5 O pA (t) → 0   pA (t) → 1    
     
   
           !    

A       pA (0) ! t → ∞   NA (t)
      2N   pA (0)   U  
1 − pA (0) !            
 
C  ?             3  2N
            NA (t)    Z   /I
  {0, 1, . . . , 2N } Y 3  2N    
              
 
@  B              
   
        U    
                 
 
   
     
 
$% 

  &'
=2 ,  

+   N          1 − 1/(2N ) ≈ exp(−1/(2N ))


    
E(H(t)) ≈ exp (−t/(2N )) H(0).

!     U#  U     

#         891
<          
  @B
    ;1     
        N = 2
      
        
 
   #  < R       2N 
  
                  
   G       
      
 ;1    
    7   U 
  
              
U# $U#  0'         

       
 2       5     
 U#            

   <D

# $    


 
 4$:27
             
  V 
  
            
 X 
U#    <D     
  U     
                
      G   < 
    
  
R         + F (t)    

         t         
$<D' +             N   
 2N 
 5    
  @B     A

F (t) = P (  


        t   <D)
= P (  
      G 
    t − 1)
+ P (  
        
 O 
    t − 1      <D).
  ;         =6

 9:  )    I 7 


 

  
 3
# 9 

-

 
  
  
   
 


"
 

A 1
2 

a 1. 2 (
 

7 


   
 
 
  A7 




 H?B7 


  

5   A

1 1
F (t) =
2N
+ 1−
2N
F (t − 1) ⇐⇒ $;03'

1
1 − F (t) = 1− (1 − F (t − 1)) ⇐⇒
2N
 t
1
1 − F (t) = 1 − (1 − F (0)) .
2N

C                


U# C        
  @B 
   
               
  8   
         
          
=; ,  

# - 
 
 



                 


    @B     J     
 
                 
  @B             
     
      !  ;9  
  

 9>  .   


  


    
       
        


 


   #      0


 7  
   97      6        /
!  ;9         4 
    
    @  B 
  
  

  ;     
            
  @B      5    k 

                 
J                
            
        
           G  G    
          5        
  ;         =1

1 2 3 4 5 6 7 8

1 2 2 4 4 6 7 8

2 2 2 2 4 4 4 8

2 2 2 2 4 4 4 4

2 2 2 4 4 4 4 4

2 2 4 4 4 4 4 4

4 4 4 4 4 4 4 4

4 4 4 4 4 4 4 4

 98  ,


   


& " 
  J 
 
 
# J 

 

   


 

    


#   

          


      
         N  R   

 + # 


 


     '


 &-


 
                

  @B   (   G   G    
     5     k 
    
  
             G   
      O         
       G   8      

                   
!        g = 0      g = 1    
=9 ,  


e e g +  
  @B   
@          
e @e g − 1
@ 2N 
         
  A
e e g−2 P (  
     G 
p p
p p
p p  #    g   )
e e 2
 g−1
1 1
= 1− ,
2N 2N
e e 1
Y N        
      p2 = (1 − 1/(2N )) 
e e 0     
    
      G  
           G2  ( 
   
       +  
     k ≥ 2    k = 2 
    Gk ( 

          
 p2 
G   8 6 
   
p3 = P ( 
     G  )
= P ( 2       G  '
P ( 
     G O   2   0)
 
1 2
= 1− 1− .
2N 2N

5   pk = P $k 
   k  G  ' 
   
1 2 3 k−1
1− 1− 1− ··· 1 − .
2N 2N 3N 2N

!     k 


   k  G   g − 1     
          ge       A
P (Gk = g) = pg−1
k (1 − pk ). $;00'
+   N          pk  
 
 0           C          
      g ∈ {1, 2, . . .}        
Tk ≥ 0     5   (λk ) !        
   Fk (t) = 1 − exp(−λk t)     
P (g−1 ≤ Tk ≤ g) = Fk (g)−Fk (g−1) = exp(−λk (g−1))(1−exp(−λk )). $;02'
  ;         =:

8     $;00'  $;02'    λk = − (pk ) = − (1 −


(1 − pk )) ≈ 1 − pk Y        pk  
  0
8      N        pk A
  
1 2 k−1
pk = 1− 1− ··· 1 −
2N 2N 2N
 1 + 2 + · · · + (k − 1)  
= 1− + O (k/N )2
  2N
k
= 1− /(2N ) + O(k 3 /N 2 ) ,
2
 
Y k2 = k(k−1)/2   
 
        k
      k2 /(2N )          
      k     G        
@B + N    k/N        
1 − pk            Tk   
  k 
           
 
k
Tk ∼ 5    λk = /(2N ) .
2
!      Tk  A
1 4N
E (Tk ) ≈ ≈ .
λk k(k − 1)
U           #      
    
     G      Tk   k 

     k−1 
   (     +   
   # ( 
         
4N 4N
E(Tk + Tk−1 ) = +
k(k − 1) (k − 1)(k − 2)
4N (k − 2 + k) 2
= = 4N .
k(k − 1)(k − 2) k(k − 2)
    # (      k 
  A

1 1
E(Tk + Tk−1 + · · · + T2 ) = 4N +
k(k − 1) (k − 1)/(k − 2)
1 1 
+ + ··· +
(k − 2)(k − 3) 2×1

k−1
= 4N .
k
  
         A
2/(k(k −2))+1/((k −2)(k −3)) = (2(k −3)+k)/(k(k −2)(k −3)) = 3/(k(k −3))
=4 ,  

     U  E(T2 ) = 4N/2        


#                   
 
       

! .#
  
  
/ 


#% -     891 


 
           
  @B
  
 A  a     (     
  pAa
A −−−→ a,
←p−−−
aA
!         2N 
   
         
       
 pAa  pAa  !  NA (t) 
 A    t  
   Z   /I  0, 1, . . . , 2N      
 0  2N         Z       
Z         G      
               
NA (t)      5           
NA (t + 1)     NA (t)        n = 2N 
 p = pA (t) = NA (t)/(2N )    
    
                 
 
  G      A
p(t) = pA (t)(1 − pAa ) + (1 − pA (t))paA .
8       
 A      
 A 
       a     A    
E(NA (t + 1)|NA (t)) = 2N p(t)
= 2N pA (t)(1 − pAa ) + 2N (1 − pA (t))paA
= NA (t)(1 − pAa ) + (2N − NA (t))paA
E(NA (t + 1)) = (1 − pAa )E(NA (t)) + paA (2N − E(NA (t))).
! #    µs = limt→∞ E(NA (t))   
paA
µs = (1 − pAa )µs + paA (2N − µs ) ⇒ µs = 2N .
pAa + paA
8             A
F(NA (t + 1)) = F(E(NA (t + 1)|NA (t))) + E(F(NA (t + 1)|NA (t)))
= F(2N p(t)) + E(2N p(t)(1 − p(t)))
 
= F(2N p(t)) + E(2N p(t)) − E (2N p(t))2 /(2N )
= F(2N p(t)) (1 − 1/(2N )) + E(2N p(t)) − [E(2N p(t))]2 /(2N ) ,
  ;         ==

Y        E((2N p(t))2 ) = F(2N p(t)) + E(2N p(t))2 
     p(t)    
2N p(t) = NA (t)(1−pAa )+(2N −NA (t))paA = NA (t)(1−(pAa +paA ))+2N paA ,

     F(2N p(t)) = (1 − (pAa + paA ))2 F(NA (t))
! t → ∞ E(2N p(t)) → µs  F(NA (t)) → σs2  C   

σs2 = σs2 (1 − 1/(2N ))(1 − (pAa + paA ))2 + µs − µ2s /(2N ) ,

    
µs (1 − µs /(2N ))
σs2 = .
1 − (1 − 1/(2N ))(1 − (pAa + paA ))2
8              
 
1
(1 − (pAa + paA ))2 ≈ 1 − 2(pAa + paA ) ≈
1 + 2(pAa + paA )
5     
       

µs  µs  2N (2N − 1)
σs2 = 1− 2N + .
2N 2N 1 + 4N (pAa + paA )

!              


  
 µs /(2N ) = paA /(pAa + paA ) ! 
    
               
  5       
#%   

        O        
             O  
        V          
G                 G
 ! 



%         ( 
                
               
(          
       
                   /
T      0=93
!               
 
       +         
  #             
   
 
      
 +          
033 ,  

               


$ '  4N     ?          (
        
     7  
   N      +           N 
            
5                   
       
C            +     
  + → −             N 
  t         
  −  2N1 =
p− (t) $  
       2N 
'    
  @
B     
        

(1 − 1/2N )2N ≃ e−1 = 0, 368.

! V            


                
   2E6
+            G
       #  
    
 C  
 
  # 
*+

 ( = "

    
   "

  



  
95 %
   #
5        #     
              O  C
 "              
 
      

#% ; ,  /  (  

M     
  @B   
   
    "
)  
5 % "
 7     
 
        (  )     
       
  0 333   #   41000 ≈
10602 
 O           6    
    M             
O        C          

 @B          
    
                   

       !     A

  µ   
  
  1 − µ 
    
  ;         030

!     
        
     
  (   M 
     (  
     (    (    
  
   
    T
 # 0=9;
+  
                 
M    <D     
         
 
   G           G
               $;03'  F (t)
    
         t  
       $<D'       $;03'
  A 
1 1
F (t) =
2N
(1 − µ)2 + 1 −
2N
(1 − µ)2 F (t − 1). $;06'
!        G 8   
   <D
 #     +             
                O 
 ( <D    
          
    +    (1 − µ)2  F (t)    0   
    t   ∞ !         
 F (t) → F ∞    A

∞ 1 2 1
F = (1 − µ) + 1 − (1 − µ)2 F ∞
2N 2N
 
∞ 1 2 1
F 1− 1− (1 − µ) = (1 − µ)2
2N 2N
1 µ µ2
− N + 2N 1
F ∞
= 2N
1 µ µ2

1 + 4µN
. $;0;'
2µ + 2N − µ2 − N + 2N

!      µ    N   


C              
    @B    +   
   G
       
           
                 2µ    
      1/(2N ) +      F ∞   
          1 − F ∞     
              !  ;16 
      4N µ
C        
    
  
       R     +       n

 O     (p1 , . . . , pn )        
U# $U#'  p21 + · · · + p2n +     

    $pi = 1/n'   n1 2 n = 1/n  
U# 5   F ∞  1/n    1/n = F ∞ = 1/(1 + 4 N µ)
   n = 1 + 4 N µ 8          F ∞ 
032 ,  

1.0
0.8

F∞
0.6
0.4

1 − F∞
0.2
0.0

2 4 6 8 10
µ
4Nµ

 9J         F ∞     4N µ % 
 µ = 10−5  N = 106 7   4N µ = 40  F ∞ = 1/41

 
 
 % "
     
n 
  = 1 + 4 Nµ .
M              
 5     k 
    2N 
    
     
        
  5    
          G
$<D'     
 
        W C  
    
 O            W !
               
 5H  $ 5H  0=:2' !        O
ai  i = 1, . . . , k    
ai =  
       i      .
!       k = 10   ai = 0   i  
 a2 = 1, a8 = 1   a1 = 10
!                
  2µ/(1/2N ) = 4 N µ +            
             <     
   k 
   
   !     
     
  
      k = 1 
  ;         036

P (a1 = 1) = 1 +    


 
       + 

 
            
 
    !     
     a1 = 2
 4 N µ/(1 + 4 N µ)          
 <D  
$a2 = 1'  1/(1 + 4 N µ) !    
 
  
    
     
 (     
4 N µ/(2 + 4 N µ)         2/(2 + 4 N µ)  
  
 (    X  
       
   
   +      a1 = 2   

   
  G   G     
(a1 = 1, a2 = 1) +          a2 = 1  

 <D  #          a3 = 1 5
    Ie       
   
4 N µ/(k − 1 + 4 N µ)       
 (    
(k − 1)/(k − 1 + 4 N µ)   k − 1 
    
  G
  G  + (a1 , . . . , ak−1 )     Ie     
   k − 1 
     
1 × a1 + 2 × a2 + · · · + (k − 1) × ak−1 ,

Y a1 , a2 , . . .    


          
  (b1 , . . . , bk )    <         k − 1 

    !      
   aj  
jaj /(k − 1)           bj = aj − 1  bj+1 = aj+1 + 1
      5H    -  0=4;
5  #          5H  
        a1 , . . . , ak  
 k 
k
k! (4 N µ/j)aj
P (a1 , . . . , ak ) =
(4 N µ)(4 N µ + 1) · · · (4 N µ + k − 1) j=1 aj !

$     2332  06'


+ Nk   
        
  
k  C              Nk = I1 + · · · + Ik
 Ij        0    (e    

     3       
 (     C
         A
k
 k

E(Nk ) = E(Ij ) = 4 N µ/(j − 1 + 4 N µ)
j=1 j=1
∼ 4 N µ ln(k)
k
 k
 
4 Nµ 4 Nµ
F(Nk ) = F(Ij ) = j − 1 + 4 Nµ
1−
j − 1 + 4 Nµ
j=1 j=1
∼ 4 N µ ln(k).
03; ,  

                   


E(Ij ) = P (Ij = 1)  F(Ij ) = P (Ij = 1)(1 − P (Ij = 1))
! # ∼ 
  limk→∞ E(Nk )/(4 N µ ln(k)) = 1

0 


0 +  µ     (A → a)  


  
 (A  a)
    pt     
 A    t = 0, 1, 2, ...
$' 5 U pt     p0 
$'  U         
 A   
 $%   
&' X  U W
2 U      
 A  a      AA
Aa  aa   36 03  3:    5      
3=6 03  3=: W
6 $'   U  
   
 A, a + p(t)   
 
 A  q(t) = 1 − p(t)   a    t  ! 
 
        
dp
dt
= pq[p(m11 − m12 ) + q(m12 − m22 )] , $;01'
Y             m11 =
0 , m12 = −hs , m22 = −s.     
    s  
 R     h      
C       
       A s > 0 , h = 0;
    O           
   U#          
U# A s > 0 , h = 1/2 Q
     A s > 0 , h = 1 
8       U   
 
  ;01
$' +     #
    $' U   p(t)
           
 A   
  p0 = p(0) = 0, 05 
$' 5        $'  U   
 $'  
p(t) 1 p0 1
ln + = st + ln + ,
q(t) q(t) q0 q0
 $'  
p(t) s p0
ln = t + ln ,
q(t) 2 q0
  ;         031

  $'
 
p(t) 1 p0 1
ln − = st + ln − .
q(t) p(t) q0 p0
; +  w++      #  AA w+−      #  Aa
 w−−      #  aa  + pt     
 A 
  t  qt = 1 − pt   a    U   
$' w++ = 0, 9  w+− = 1  w−− = 0, 8 Q
$' w++ = 1  w+− = 0, 8  w−− = 0, 9
8     
$' U P∞ 
$' 5U   pt Y p0 = 0, 1  p0 = 0, 3  p0 = 0, 4 
p0 = 0, 7  X  U W
1 C    
    
 A   
 a  
  
              
      ∆(pA )  !        
  ∆(pA ) = 0  +           p̃A 
$' 5        7#  ∆(pA )   U 
   

d∆(pA ) 
< 0.
dpA p̃A
+     pA 
  p̃A    pA   
        p̃A 
$' + p̂A = (w22 −w12 )/w  Y w = w11 −2w12 +w22  C   


d∆(pA ) pA pa w (pa − pA )(pA − p̂A )w 2pA pa (pA − p̂A )2 w2


= + − .
dpA w w w2
+    U#       
U#    w12 > w11  w12 > w22   U 
    U  
9 !     
      
5  
   9×10−5             
  
 31 X            

: !    
     3=3 X    O W
    W
4 X              
U#  1 N            
033    W
039 ,  

= $' +          L $. A (  


A L'            

  A
 7  (  .   Q
 7  ( $       '      
        . Q
 7  (   
U         J     (
 . / U      |A| |J|  (1+ 5) 
2√

$' +  S(x) = P (     > x)      f (x)
     

b
f (x)dx = P (           L   ) ,
a

 8 (t)          t  / U 


8 (t) = 8 (0)emt ,
Y m 


e−mx S(x)f (x)dx = 1 .
0

03       #   


  @  B 2N

      A   a +  NA (t)   
 A
   t  pA (t) = NA (t)/(2N )     
 A 
$' U         NA (t + 1)    
E(NA (t))   F(NA (t))  X  U W
$'  U 
  
 E NA (t)(1−pA (t)) = 1− 2N E NA (t−1)(1−pA (t−1)) Q
1


 F NA (t + 1) = 2N pA (0)(1 − pA (0)) 1−(1−1/(2N
1/(2N )
))t+1

00 !     k 
      2N 
 
   j e 
     
4N µ
.
j − 1 + 4N µ
+ Nk =   
 O   k 
 U  
       Nk   U      
 Nk = 1 + 4N µ .

     
!            
   
V          <   
    
            
    <            
   - #@       V        

! 
         
       
           #   #  


!                  

          5       
         W 5    
  
     L  14             
                 

                
       
 <       
  O              
      
!                 
     +            
 
                
   !                  
       
         
       
       
  O      
   (
      
      
          #   
  
 R
    
       
 R    
           
              
               G
034 ,  

            


  

! "/
U                
           
  C   
   
    U     ! 
   U        G     :33
I  #     9 133 I ( 
M               
     
  
 <       
10 !
 a      
 A       
  
 X 

µ T µS µ µ'

valeur du caractère valeur du caractère

 :  )
          

#
      (> T )7  
 . 


# 
 

 


*+

 ( 8 % 
 

 
  

  
  
 
 

 x 


 "
X '  x > T '  
 


  
 
   µs

 
 

µ
    

(µs > µ)# 8


    


µ′   


 
µ

µs ' µ < µd < µs # 8
  

µd − µ
0 ≤ h2 =
µs − µ
<1 $10'
  1 !     03=

faa(x)
fAA(x)
fAa(x)

partie
sélectionnée
f(x)

µaa µAa µ T µAA


valeur du caractère

 :  


 
 


    
 ! AA7 Aa  aa  
   
       

  D
  A    
   a 
!    
 µ  S 
     
  
  

 
 %    95# /#2:#

!  O  


          
  V          G      
  5               V  
 
     #   
 X    
<         
     # 
  A ∗
µaa = µ − m
µAA = µ∗ + m
µAa = µ∗ + d,
Y µ∗         ± m   V   U#  d
  U# C      O G   #  
⎧ ∗
⎨ µ + m,  AA
G= µ∗ + d,  Aa
µ − m,  aa.
⎩ ∗

!      


 X    10    
  
5   m > 0        
 a   

 A !  µ∗  (µaa +µAa )/2      
003 ,  

fAA(x)

wAA − wAa~fAA(T) (m−d)


fAa(x)

T
valeur x du caractère

 :6  % 


fAA  fAa

 
 
  7
 wAA − wAa      

    U# + d = 0  


     
  
      A   O  m/2   a   O  −m/2 + d = m

 A      d = −m 
 A  
+            S      
#  AA           Aa  aa 5    
             $;6'   
     A

∆pA = pA pa (pA (wAA − wAa ) + pa (wAa − waa ))/w̄.


< ∆pA        
 A     
+ # 
  fAa (x) fAA (x)  faa (x)        
         O   #  (m, d)   
  



wAA − wAa = fAA (x)dx − fAa (x)dx
T T



≈ fAA (x)dx − fAA (x)dx
T T −d+m

T +m−d
= fAA (u)du ∼
= fAA (T ) · (m − d).
T

  
     

wAa − waa ∼
= fAA (T )(m + d),
  1 !     000

  
∆pA ∼
= pA pa (pA fAA (T )(m − d) + pa fAA (T )(m + d))/w̄

= pA pa fAA (T )(m + (pa − pA )d)/S.

!   #  w̄            
               w̄ = S 
!              #   

  A
µd = (pA + ∆pA )2 µAA + 2(pA + ∆pA )(pa − ∆pA )µAa + (pa − ∆pA )2 µaa
= p2A (µ∗ + m) + 2pA ∆pA (µ∗ + m) + 2pA pa (µ∗ + d)
+2∆pA (pa − pA )(m∗ + d) + p2a (µ∗ − m) − 2pa ∆pA (µ∗ − m) + o(∆p2A )
≈ µ + 2∆pA (m + (pa − pA )d).

 
µ′ − µ ≈ 2∆pA (m + (pa − pA )d) = 2(m + (pa − pA )d)2 pA pa fAA (T )/S .

C         $10'   
   f (x)          σ2     
  A



µs f (x)dx = x f (x)dx
 T   T

=S

∞ 
1 x−µ
= x ϕ dx
T σ σ

T −µ
= µS + ϕ σ
σ
  
≈ fAA (T )σ
1
=⇒ (µs − µ) = fAA (T )σ 2 .
S
B    
µ′ − µ 2pA pa (m + (pa − pA )d)2 2pA pa α2
h2 =
µs − µ
=
σ 2
=
σ2
. $12'
          α   Z 
α = m + (pa − pA )d,

  O      


   # 
002 ,  

!              


  pA  
  A  O m  d   #    
    σ2  
 X 
     $12' W 8      d = 0 A
h2 = 2pA pa m2 /σ 2 .

<               O  
   

h2 = F(G)/F(X). $16'
8           - #@ 
       G
F(G) = E((G − µ∗ )2 ) − (E(G − µ∗ ))2
   2
= m2 p2A + m2 p2a − m p2A − m p2a
= m2 (p2A + p2a ) − m2 (p2A − p2a )2
= m2 (p2A + p2a ) − m2 ([pA − pa ][pA + pa ])2
= 2pA pa m2 ,

 pA + pa = 1 ! d = 0      


h2 = 0  F(G) = 0  h2 = 1  F(G) = F(X).

+     


 X   
        
       A
X = G + (X − G) = G + E.

M   #           E


 G       
(X, G) = F(G).
<             
h2 = 2 (X, G)/ (F(G) F(X)) = 2 (X, G) $1;'
  
h2 =
(X, G) $11'
F(X) .
!  $1;'      O  
      
  d = 0  h          

 X        G !  $11'     
           
    
+  A  B           E(A) =
µA  E(B) = µB  F(A) = σA 2
 F(B) = σB2       B 
  1 !     006

       A B = α + β A !      G


    # E[(B − B)2 ]    

 − B)2
E (B = E (α + β A − B)2

= E (α + (βµA − µB ) + β {A − µA } − {B − µB })2
= (α + (βµA − µB ))2 + β 2 σA
2 2
+ σB − 2β (A, B).
5          α  β    
 #     α = µB − βµA  β = (A, B)/F(A)
!       G      R   
      O   G    

X
8    $12'  $16'        d = 0
      
 
F(G) = 2pA pa m2 + d2 (1 − 2pA pa ) − 2m d(pA − pa )

= 2pA pa α2 + 2pA pa d2

          $12'


5   
  #       V   
   
      O mi , di  +    
 
     
           $12' A
k

h2 = 2pi (1 − pi )αi2 /σi2 . $19'
i=1

! 

 

/

!  $16' 


       
  

    "
 )
,
   
 A
X =   
     $1:'
=   #  $'
= G+E
= O ?
  #  b O ?    
      X  G  E       
E A       $   \ 3' 
  σE2 
G A         µG = µX
   σG2 .
G, E A      σX2
= σG2 2
+ σE 
00; ,  

!    X    G   E   1:   


     O   10 /      
 O  ?        G    
                 
 !# 
       G  E   (
(         
5              
   8    #          
 
             
 V                 
         
  
       
J 
 
 A A     
 W 8    
    1;           
  c     A
⎧ ∗
⎨ µ + m,  AA
G= µ∗ + d,  Aa
⎩ ∗
µ − m,  aa.
      
            
 
    

0. :  )
    .  
 

  A 1

a27        K  .    
   

 ! 
  
   
 
  



   #  E(G | 
' E(G | 
) − E(G)
AA Aa aa
A pA pa 0 µ∗ + mpA + dpa mpA + dpa
−(m(pA − pa ) + 2dpA pa )
= pa (m + d(pa − pA )) = pa α
a 0 pA pa µ∗ + dpA − mpa −pA (m + d(pa − pA )) = −pA α

!      


     1;     
  
 [    α       
 
          
       
    
           
     A

⎨ 2pa α,    
   A  A
B= (pa − pA )α,    
   A  a

−2pA α,    
   a  a
  1 !     001

!  B      


           
      #       !  B 
              % 

 & + 


O  
          O    
G−E(G)  B  5    #     O    # 
    
 I = G − E(G) − B  C    O  
       11

0. :   .      7 G7   



 

 G = E(G) + B + I 7 4 I        d 




 d = 0 DI  E(G) = µ∗ + m(pA − pa ) + 2d pA pa 

 #  G E(G) B I
AA µ∗ + m 5$,' 2pa α m − m(pA − pa )
−2d pA pa − 2pa α
= −2p2a d
Aa µ∗ + d 5$,' (pa − pA )α d − m(pA − pa ) − 2d pA pa
−(pa − pA )α
= 2pA pa d
aa µ∗ − m 5$,' −2pA α −m − m(pA − pa )
−2d pA pa + 2pA α
= −2p2A d
α = m + d(pa − pA ) ⇔ m = α + d(pA − pa )

8    I  B              


8  
E(B) = E [E(G | 
) − E(G)] = E(G) − E(G) = 0
= p2A 2pa α + 2pa pA (pa − pA )α − p2a 2pA α = 0.
5         8 B     A
F(B) = σB2 = p2A (2pa α)2 + 2pA pa (pa − pA )2 α2 + p2a (2pA α)2 = 2pA pa α2 .
    
  O    $12'  $16'    
     $12'  
h2 = F(B)/F(X).
      h        
 X 
O   B   #  8    U  X = E(G)+B+I+E
  (X, B) = F(B)     B  E      C
            $1;'  $11'
h2 =
F(B = (X, B)2 = 2 (X, B) $14'
F(X) (F(X) F(B)
009 ,  


h2 = F(B)/F(X) = (X, B)/F(X). $1='

! 

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#



8  h2             


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      $     ' $   <    <<' $ (
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X d = G d + Ed  X p = Gp + Ep ,

Y   d           p    + # 

 G  E     $Gd  Ed   Ep  Gp  Ep  Ed ' 
 (Ed , Ep )     A
(Xd , Xp ) = (Gd + Ed , Gp + Ep ) = (Gd , Gp ).
!# 
 (Ed , Ep ) = 0    
       
              +    
     
(Xd , Xp ) > (Gd , Gp ).
!      (Gd , Gp )       
    !             
     ?     
        
5     
G = E(G) + B + I

       O        


(Gd , Gp ) = E (E [Gd − E(Gd )] [Gp − E(Gp )])
= E (E [Gd − E(Gd ) | Gp ] [Gp − E(Gp )])
= E (E (Bd + Id | Gp ) (Bp + Ip )) .
  1 !     00:

!         Id       #  


     Id   G         #   
    8 E(Bd |Gp )      !     
 
    !O     
     Bp  5
     
       Bp   # 
          E(Bd |Gp ) = Bp /2 
(Gd , Gp ) = E (1/2 Bp (Bp + Ip ))
= 1/2 F(Bp ),

+  O    Xd  Xp     


d = E(Xp ) + (Xp − E(Xp )) (Xd , Xp ) .
X
F(Xp )
!       A
(Gd , Gp ) = F(Bp )/2 = 1 h2 .
F(Xp ) F(Xp ) 2
(            (xi , yi )  i =
1, . . . , n      h2  < xi     
 
   yi     
% -
  

5                 


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φuv = P (
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% 

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φuu = (1 + Fu )/2 ,

Y Fu   R           u $  6;' +


Fu = 0  φuu = 1/2        1/2     
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Fu 
!      (Gd1 , Gd2 )  O     
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004 ,  

1.0
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descendant
0.6

µ + (µS − µ)h2 2
0.4
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0.0 0.2 0.4 0.6 0.8 1.0


un des parents

 :9  F   


1A
27   
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 R    Gp1  Gp2  O      
  C         A
(Gd1 , Gd2 |Gp1 , Gp2 ) = E([Bd1 + Id1 ][Bd2 + Id2 ]|Gp1 , Gp2 )
= (Bd1 , Bd2 |Gp1 , Gp2 ) + (Id1 , Id2 |Gp1 , Gp2 ).
5           (Bd1 , Bd2 |Gp1 ) = F(B)/4 
(Bd1 , Bd2 |Gp1 , Gp2 ) = 2 × F(B)/4
8  
  (Id1 , Id2 |Gp1 ) = 0  (Id1 , Id2 |Gp1 , Gp2 ) =
F(I)/4 = 0
5        O        I  J 
 A
(Gu , Gv ) = 2 φuv F(B) + (φu v φu ′ ′ ′′ v ′′ + φu′ v′′ φu′′ v′ ) F(I).

    (u′ , u′′ )       u  (v′ , v′′ )     
 v
  1 !     00=

! 


0 + G O    U 


F(G) = 2pa pA [α2 + d2 (2pa pA )]
2 !O    
   
     1  
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aa <              
 A 
       W X        
AA W
6   U  
   X       

#    
 A, a  B, b +      

      O    pA = pB = 1/2  C
 
      A
$' !         
   A  B   
          a  b    
   !  #  aabb    0    #  AABb 
 3    Q
$' !        
 A  B     # 
AA  BB  Ab  aB         
 !  #  AABb     2   
M              
          3  0 
$' / U         #      
   µ = 4pA    #       

    µ′ = 4p′A   U   
 h2 = (µ′ − µ)/(µS − µ) 
$' / U   #        #   
           2p(1 + q)   U  
 h2 
$' U      #   µ     
      
; C  
     X      O  
G   O     E  
X = G + E.

+  B  I        O    O


  !     G       
G = E(G) + B + I.
$' U         I 
$'  U  (X, B) = F(B)

   

0 123  
    
 
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+  #     
        
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G         $ 90'    
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          # 
       A 
T     G  C 
      A − T  G − C  T − A  C − G 
  


 9: !     G 
   U
   ≈ 230 · 106         5    
    3, 2 × 109  8          
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A A A C C G C
G G T G T T T

C C A C A A A

T T G G C G
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Deuxième nucléotide du codon


U) C⎫ A G)
UUU Phe (F) UCU UAU ) Tyr (Y) UGU Cys (C)
UGC

U UUC UCC ⎪

Ser (S) UAC
UUA )
Leu (L) UCA ⎪ UAA ) STOP UGA -
STOP
UUG UCG ⎪

UAG UGG -
Trp (W)
CUU ⎫
⎪ CCU ⎫
⎪ CAU )
His (H) CGU ⎫

C CUC ⎪

Leu (L) CCC ⎪

Pro (P) CAC CGC ⎪

Arg (R)
CUA ⎪ CCA ⎪ CAA )
Gln (Q) CGA ⎪
CUG ⎪

CCG ⎪

CAG CGG ⎪

AUU ⎫
⎬ ACU ⎫
AAU )
Asn (N) AGU )
Ser (S)
AUC

A Leu (L) ACC ⎪

Thr (T) AAC AGC
AUA ⎭
ACA AAA )
Lys (K) AGA )
Arg (R)
AUG

-
Met (M) ACG ⎪

AAG AGG
GUU ⎫
⎪ GCU ⎫
⎪ GAU )
Asp (D) GGU ⎫

G GUC ⎪

Val (V) GCC ⎪

Ala (A) GAU GGC ⎪

Gly (G)
GUA ⎪ GCA ⎪ GAA )
Glu (E) GGA ⎪
GUG ⎪

GCG ⎪

GAG GGG ⎪

      J      


    
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        µ  
     
     
H =    $'     U#
1 4N µ
=1−F =1−
1 + 4N µ
=
1 + 4N µ
$ ;0;'
    # 
      
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&'                
4N µ
H= ≈ 4N µ = θ
1 + 4N µ

    # 


  9 ,   02:

      


 4N µ     
 
                8
O               
           O      
    + (x1 , . . . , xn )  (y1 , . . . , yn )     
 n 
S2 = 1{xi
=yi } ,
i=1

     Y     O


  +  
  
               
  
(    8(   
(      θ <
   E(S2 ) = ni=1 P (xi = yi ) = ni=1 θ = nθ     θ
    

4N µ = θ = S2 /n.
+      k > 2         
         G        A
x11 x12 ··· x1n
x21 x21 ··· x2n


xk1 xk2 ··· xkn

Y xij ∈ {A, T, C, G}           i   j 


!  Sk               O
    k    >     
     
   
     k − 1 
          
 
  Ie  
4N µ
≈ 4N µ/(k − 1) = θ/(k − 1).
k − 1 + 4N µ
+       x1j = x2j     x1j = x2j = x3j
    
  θ/2       Sk     A
E(S2 ) = nθ
1
E(S3 ) =
nθ + nθ
 2
1 1
E(Sk ) = nθ 1 + + · · · + .
2 k−1

 . 
k−1

θ̂ = Sk n 1/i .
i=1
024 ,  

'&" ( 8 % 

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k = 5  "
  



n = 500 
# 8 

    
S5  
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%
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θ 
 . 
µ = 16 1 1 1
4N 500 1 + + + = 1, 54 %.
2 3 4

!          


 
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<   %    &          
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µ  N   θ           <  
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6
  

8                
    
   
   +      
                 
8    λ               n    
A(t)  D(t) = A(t)/n             
  O          A
A(t + ∆) = (n − A(T )) 2∆ λ + A(t) + O(∆2 )
D(t + ∆) = (1 − D(t))2λ ∆ + D(t) + O(∆2 )
D′ (t) = (1 − D(t))2λ ⇐⇒ D(t) = 1 − e−2λ t .
  9 ,   02=
b t =     
3 b   
A !  2  ?    
 A         
 A G     
t

b
 AAb         ∆ 
t+∆ b
 Ab        2∆
?

+  
            8 
  
K = 2λ t.

D(t) = 1 − e−K ⇐⇒ K = 2λ t = − ln(1 − D(t)).
8          
  
    D       K         
          G   + # 

      
      $λ ≡   ' 
            
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       % 
  
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  G              
    # 
         
  λ        

-&  $ 

  

! G 
    G        
     
         
A → T, A → C, A → G, T → A, · · ·

       α + PA (t)       


A    t          A C 
PA (t + ∆) ≈ (1 − 3α ∆) PA (t) + α ∆ (1 − PA (t)),
     
1 − 3α ∆ =   
       
    A   
  A
Y         o(∆) !   ∆ → 0 
     A
PA′ (t) = α − 4α PA (t).
063 ,  

!      O      0     


α
PA (t) = 4α + C e−4α t       C   8  PA (0) = 1
     C = 34   
PA (t) = 1
4 + 3
4 e−4α t .
+  # 
        G    
t → ∞ PA (t) → 14  !   A         A T  G
 C   14    
      .I   
$ .I
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+           
      #  t  
     
     A
d = 1 − PA (2t)

b
3 b = ..    

A   A  


t=0
 A
 A

 3  - 

 A
b
 AAb =
3 3
− e−8α t
t
? 4 4
3 
= 1 − e−8α t .
4

+          λ        


     λ = 3α   #        
          !       
          t      k = 2λt = 6αt  
  d = 43 (1 − e−4∗k/3 ) M    k     d
 A  
3
k= 4 · 8α t = − 34 ln 1 − 4
3 d .
!  92       k  d 5       
  d      O  dˆ       

 
     8    α    
    8       A
$'          Q
   !    (A ↔
G, T ↔ C)   
A T G C
  A − β α      
 
β
  A ↔ T, T ↔ G, A ↔
C, C ↔ G) !  
T β − β α
G α β − β
  V
 
C β α β −
 $T 0=43'
  9 ,   060

0.8
0.6
0.4
k

0.2
0.0

0 10 20 30 40 50

d (in %)

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7 
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$' <   #             
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8     #         
        
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 0 a11 a12 ··· a1n

 2 a21 a22 ··· a2n

 6 a31 a32 ··· a3n



 k ak1 ak2 ··· akn

C 
D̂ij =    O    
 i  j.
2λ t̂ij = K̂ij = − ln(1 − D̂ij ) =          
 i  j.
[             #   
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          G      

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    G               
   
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     [     G     

   
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_ 3` 8        ℓ = 0    


                 
dij = (Kij )  0 ≤ i, j ≤ n
(ℓ)

_ 0` !     


          
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(ℓ)

_ 2` !          G    


                
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              †  C 
(ℓ+1)
dij      
_ 6` !      G     ℓ = ℓ + 1
     _ 0`
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+ G1 = {i1 , . . . , ir }  G2 = {j1 , . . . , js }  
      
7              
   
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 (G1 , G2 ) = max
i∈G1 ,j∈G2
Kij

 (G1 , G2 ) = min


i∈G1 ,j∈G2
Kij

 (G1 , G2 ) = # i∈G ,j∈G1 2


Kij

!                


        
       
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$90' !     @       (i, j)
$i = 0, 1, . . . , n  j = 0, 1, . . . , m'     sij     
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sij = max {si,j−1 − 2, si−1,j − 2, si−1,j−1 + rij } , $92'
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        (a1 , . . . , ai )  (b1 , . . . , bj )   
        (a1 , . . . , ai )  (b1 , . . . , bj−1 )  (    
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(a1 , . . . , ai ) −
(b1 , . . . , bj−1 ) bj
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ai  bj (a1 , . . . , ai−1 )  (b1 , . . . , bj−1 )    
     
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!     a1 = A, a2 = C, a3 = T, a4 = G, a5 = C  b1 =
A, b2 = C, b3 = G, b4 = T, b5 = C  8    # (  
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a    5       sij      

    
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    −2    E   5      
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$92' + #        #       
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Q 


      


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1>2

∅ , 7 i
∅ 3 ← −2 ← −4 ← −6 ← −8 ← −10 3
↑ տ
−2 1 ← −1 ← −3 ← −5 ← −7 0
↑ ↑ տ
−4 −1 2 ← 0 ← −2 ← −4 2
↑ ↑ ↑ տ տ
7 −6 −3 0 1 1 ← −1 6
↑ ↑ ↑ տ տ տ
, −8 −5 −2 1 0 0 ;
↑ ↑ տ ↑ ↑ տ տ
−10 −7 −4 −1 0 1 1
j 3 0 2 6 ; 1

         [    V


   92
                
  A
(5, 5) → (4, 4) → (3, 3) → (2, 2) → (1, 1) → (0, 0).
     
7 ,
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!         O  3 − 2 = 1
!  92        Y       
  [     (5, 2)  #      (0, 0) A (5, 2) →
(4, 2) → (3, 2) → (2, 2) → (1, 1) → (0, 0)  (5, 2) → (4, 1) → (3, 1) → (2, 1) →
(1, 1) → (0, 0) !          A

7 ,
− − −


7 ,
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P                 Q
P                    
  $% 
S 
  & '
!  #            
                 
          
  #  2   
           !   
                 
    5      #        
                
        #     $  # ' /G ( 
  9 ,   06=

     #         L     


        
              
                 
    $  # ' !         
             $O  
  E  '      8  #    
   
             + 
   
     5          
       U   (       
      U      8      
      r $  66'      

       7   $'     
               G  
     8        
   
                  
 #            J   
 

 
    J 
 %  & 8     
 
     +  
      
J            #       
       
 %  & !    
       r +         J  

       #       
     1 − r 5       
     L(r)         
              !
 r̂             
   + r̂  
  0E2      #    
  
 %  &   /  r  
  U    
   
  J           
!   L(r̂)/L(r)             5
  log10 (L(r̂)/L(r)  !C       6    
M     6    %  &     
! #              
              
 %
 & 5               
             J   
  
            R  
    G       


'    

  /   7# 233:          
      #    #      
           $ /'    
0;3 ,  

     $ +' !           
            C    
            M 
                  
 / M           
                  +
+ NM  NS              2NM
 2NS 
   
        ! (
  
    #   $% D 
&'      

 8   
         
      
  nM  nS     
8     
 %  &  O   
   
# 
  πM = πS  Y πM       
   
            πS      
    !  πM > πS        

           !   πM < πS
   
  
       8     
 G     !   πM  πS O
    nM /(2NM )  nS /(2NS ) C ( # 
   
O 
S = nM NS /NM − nS
          +   
               
         A
E(S) = µ = 2NM πM NS /NM − 2NS πS = 2NS (πM − πS )
F(S) = σ 2 = 2NM πM (1 − πM )NS2 /NM
2
+ 2NS πS (1 − πS )
= 2NS (πM (1 − πM )NS /NM + πS (1 − πS )).

    G  


3
V = (2NS /4) (nM (2NM − nM )NS /NM + nS (2NS − nS )/NS2 ).

+ # 
    E(S) = 0  S/ V    
    
                J  
       +      =:1 N    
    0=9       (     
   
√    +    p  
 = 2(1 − Φ(|S|/ V )) Y Φ( )         C 
( # 
    p   1 N    
      (       
   A

>(  πM = πS ⇔ |S|/ V > 1, 96
  √ 
⇔ 2 1 − Φ |S|/ V < 5 %.
  9 ,   0;0

!                 


  < #     N = 20 000 
  # 
   /G
 # 
   (        ( 
         8  
     
(        1 N !   
    
                1 000 =
0, 05 × 20 000         # 
  
  ( M            
X  W 5              
 +    03        !   
      N α Y α     
(   !   10 = N α  α = 10/N = 0, 0005   
  10 = 0, 0005 × 20 000           

 

>(  πM = πS ⇔ |S|/ 
V > 3.48
 

⇔ 2 1 − Φ |S|/ V < 0, 05 %,

Y 6;4      3321 N       +   
  G       G   1 N
      A
P (   ) =
20 000 
/
P {
e
  (   }
i=1
20 000 
0
=1−P {
e
 (  } .
i=1

         / (A ∩ B)c = Ac ∪ B c    


                
    5        N = 20 000
  (              
    20 000  (   +        
P {e  (  } ≤ α          
20 000 
0
P {e
 (  } ≤ 20 000 × α.
i=1

B         


      

1 − P (   ) ≤ 5 %.
C          α  
20 000 × α ≤ 5 % ⇔ α ≤ 5 %/N = 5 %/20 000 = 0, 00025 %.
0;2 ,  

      "



L
   
   A

>(  πM = πS ⇔ |S|/ 
V > 4, 71
 

⇔ 2 1 − Φ |S|/ V < 0, 00025 % .

< #                


 ! 

 D      
           D  
( # 
        1 N  (  
/      !   (   
! 
  D      G    A
>(  πM = πS ⇔ p < 5 %/20 000.
8         (   (       
      $1 N'        O
$N = 20 000'  
      (  
   
 M       (   C   
      M        
D (   - $0==1' !      
  D   
   N # 
    p !# 
    
p           ( 8  
  
 p  N   (    p   
    D      p < 5 %/N  8  ke  
p       5 %/(N − k + 1)      
 p   N − k + 1         + 
     k    ke   p    
     j > k  j e   p       
   
  D ( - (  # 
 1 ( k C
            !
 
  


E(F/(V + F )) ≤ 5 % < F    $'   
 V    $'    X   # 

 (    F/(V + F ) = 0 ! 
  D     
 "   
 A           
P (V ≥ 1) ≤ 5 %
.           
 
                   
                
      
        ! 
  
      O 

2NS NM |πM − πS |
η = µ/σ = 
(πM (1 − πM )NS + NM πS (1 − πS ))
   /        "      
  O !          
 
  πM  πS     σ [  (    
  9 ,   0;6

NM=NS NM=NS
1.0

6
πM=15% et πS=10%
0.8

4
Φ−1(puissance)
puissance

0.6

2
0.4

πM=15% et πS=10%
0
πM=25% et πS=20%
−2

πM=25% et πS=20%
0.2

πM=11% et πS=10%
−4

πM=11% et πS=10%
0.0

0 2000 4000 6000 8000 10000 0 2000 4000 6000 8000 10000

NM + NS NM + NS

NM=1000 NM=1000
1.0

πM=15% et πS=10%
1

πM=15% et πS=10%
0.8

0
Φ−1(puissance)
puissance

0.6

πM=25% et πS=20%
−1
0.4

πM=25% et πS=20%
−2
0.2
0.0

−3

0 1000 3000 5000 0 1000 3000 5000

NM + NS NM + NS

 >6   

      NM + NS  B



   7
     NM = NS 7 

   .
7 NM = 1 000

 
 B

 #  7  

  
    ..
7
#     
 1
.
2
0;; ,  

    G  V  5          
       O  C  #  
               
             5  
 O  η       (  # 

           
         (η) = 1 − β(η) Y β(η)   
     
 
       (
# 
       (√<    
β(η)     ( # 
   |S|/ V > C  C 

β(η) = P (  (  G  η = 0)


≈ Φ ((C − η)) − Φ ((−C − η)) .

!  96           NM +NS   


C                 πM  πS 
+          πM − πS = 0,01 O  R
 C             
           πM = 0,25, πS = 0,20 
 R   πM = 0,15, πS = 0,10

0 


0 M    18           


 
     !         A
- / !# 7# 7 + 7# < ! 
+ /   7 - # < ! 
- 8 , ! # < F ! ,# +
+ ! , ! 8 ! /  F +
X    λ            
          
       #  80 × 106
 
2 U      β   
 146     !
          O   
              A
O         
$   ' O 
41 211
93 2;
;2 921
;3 9
63 21
01 0
  9 ,   0;1

[       U   #   λ 


6 +      S1 = AT GC  S2 = AGCT    
              
  f @ 
;            
       
    (NM = 100)          (NS = 100)
8  
         
 
     nM = 60  nS = 40 
$' <  U   
   
 %  &   α = 5 %
$' +    #  N = 20 000 
     
U     W
  

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